Documentation
¶
Index ¶
- Constants
- func CalculateKLinesEMA(allKLines []types.KLine, priceF KLineValueMapper, window int) float64
- func KLineClosePriceMapper(k types.KLine) float64
- func KLineHighPriceMapper(k types.KLine) float64
- func KLineLowPriceMapper(k types.KLine) float64
- func KLineOpenPriceMapper(k types.KLine) float64
- func KLinePriceVolumeMapper(k types.KLine) float64
- func KLineTypicalPriceMapper(k types.KLine) float64
- func KLineVolumeMapper(k types.KLine) float64
- func MapKLinePrice(kLines []types.KLine, f KLineValueMapper) (prices []float64)
- type AD
- func (inc *AD) Bind(updater KLineWindowUpdater)
- func (inc *AD) CalculateAndUpdate(kLines []types.KLine)
- func (inc *AD) EmitUpdate(value float64)
- func (inc *AD) Index(i int) float64
- func (inc *AD) Last() float64
- func (inc *AD) Length() int
- func (inc *AD) OnUpdate(cb func(value float64))
- func (inc *AD) Update(high, low, cloze, volume float64)
- type ALMA
- func (inc *ALMA) Bind(updater KLineWindowUpdater)
- func (inc *ALMA) CalculateAndUpdate(allKLines []types.KLine)
- func (inc *ALMA) EmitUpdate(value float64)
- func (inc *ALMA) Index(i int) float64
- func (inc *ALMA) Last() float64
- func (inc *ALMA) Length() int
- func (inc *ALMA) OnUpdate(cb func(value float64))
- func (inc *ALMA) Update(value float64)
- type ATR
- func (inc *ATR) Clone() *ATR
- func (inc *ATR) EmitUpdate(value float64)
- func (inc *ATR) Index(i int) float64
- func (inc *ATR) Last() float64
- func (inc *ATR) Length() int
- func (inc *ATR) OnUpdate(cb func(value float64))
- func (inc *ATR) PushK(k types.KLine)
- func (inc *ATR) TestUpdate(high, low, cloze float64) *ATR
- func (inc *ATR) Update(high, low, cloze float64)
- type ATRP
- func (inc *ATRP) Bind(updater KLineWindowUpdater)
- func (inc *ATRP) CalculateAndUpdate(kLines []types.KLine)
- func (inc *ATRP) EmitUpdate(value float64)
- func (inc *ATRP) Index(i int) float64
- func (inc *ATRP) Last() float64
- func (inc *ATRP) Length() int
- func (inc *ATRP) OnUpdate(cb func(value float64))
- func (inc *ATRP) PushK(k types.KLine)
- func (inc *ATRP) Update(high, low, cloze float64)
- type BOLL
- func (inc *BOLL) Bind(updater KLineWindowUpdater)
- func (inc *BOLL) BindK(target KLineClosedEmitter, symbol string, interval types.Interval)
- func (inc *BOLL) CalculateAndUpdate(allKLines []types.KLine)
- func (inc *BOLL) EmitUpdate(sma float64, upBand float64, downBand float64)
- func (inc *BOLL) GetDownBand() types.SeriesExtend
- func (inc *BOLL) GetSMA() types.SeriesExtend
- func (inc *BOLL) GetStdDev() types.SeriesExtend
- func (inc *BOLL) GetUpBand() types.SeriesExtend
- func (inc *BOLL) LastDownBand() float64
- func (inc *BOLL) LastUpBand() float64
- func (inc *BOLL) LoadK(allKLines []types.KLine)
- func (inc *BOLL) OnUpdate(cb func(sma float64, upBand float64, downBand float64))
- func (inc *BOLL) PushK(k types.KLine)
- func (inc *BOLL) Update(value float64)
- type BandType
- type CA
- func (inc *CA) Bind(updater KLineWindowUpdater)
- func (inc *CA) CalculateAndUpdate(allKLines []types.KLine)
- func (inc *CA) EmitUpdate(value float64)
- func (inc *CA) Index(i int) float64
- func (inc *CA) Last() float64
- func (inc *CA) Length() int
- func (inc *CA) OnUpdate(cb func(value float64))
- func (inc *CA) PushK(k types.KLine)
- func (inc *CA) Update(x float64)
- type CCI
- func (inc *CCI) Bind(updater KLineWindowUpdater)
- func (inc *CCI) CalculateAndUpdate(allKLines []types.KLine)
- func (inc *CCI) EmitUpdate(value float64)
- func (inc *CCI) Index(i int) float64
- func (inc *CCI) Last() float64
- func (inc *CCI) Length() int
- func (inc *CCI) OnUpdate(cb func(value float64))
- func (inc *CCI) PushK(k types.KLine)
- func (inc *CCI) Update(value float64)
- type DEMA
- func (inc *DEMA) Bind(updater KLineWindowUpdater)
- func (inc *DEMA) CalculateAndUpdate(allKLines []types.KLine)
- func (inc *DEMA) Clone() *DEMA
- func (inc *DEMA) EmitUpdate(value float64)
- func (inc *DEMA) Index(i int) float64
- func (inc *DEMA) Last() float64
- func (inc *DEMA) Length() int
- func (inc *DEMA) OnUpdate(cb func(value float64))
- func (inc *DEMA) PushK(k types.KLine)
- func (inc *DEMA) TestUpdate(value float64) *DEMA
- func (inc *DEMA) Update(value float64)
- type DMI
- func (inc *DMI) Bind(updater KLineWindowUpdater)
- func (inc *DMI) CalculateAndUpdate(allKLines []types.KLine)
- func (inc *DMI) EmitUpdate(diplus float64, diminus float64, adx float64)
- func (inc *DMI) GetADX() types.SeriesExtend
- func (inc *DMI) GetDIMinus() types.SeriesExtend
- func (inc *DMI) GetDIPlus() types.SeriesExtend
- func (inc *DMI) Length() int
- func (inc *DMI) OnUpdate(cb func(diplus float64, diminus float64, adx float64))
- func (inc *DMI) PushK(k types.KLine)
- func (inc *DMI) Update(high, low, cloze float64)
- type Drift
- func (inc *Drift) Bind(updater KLineWindowUpdater)
- func (inc *Drift) CalculateAndUpdate(allKLines []types.KLine)
- func (inc *Drift) Clone() (out *Drift)
- func (inc *Drift) EmitUpdate(value float64)
- func (inc *Drift) Index(i int) float64
- func (inc *Drift) Last() float64
- func (inc *Drift) Length() int
- func (inc *Drift) OnUpdate(cb func(value float64))
- func (inc *Drift) PushK(k types.KLine)
- func (inc *Drift) TestUpdate(value float64) *Drift
- func (inc *Drift) Update(value float64)
- func (inc *Drift) ZeroPoint() float64
- type EMV
- type EWMA
- func (inc *EWMA) Clone() *EWMA
- func (inc *EWMA) EmitUpdate(value float64)
- func (inc *EWMA) Index(i int) float64
- func (inc *EWMA) Last() float64
- func (inc *EWMA) Length() int
- func (inc *EWMA) OnUpdate(cb func(value float64))
- func (inc *EWMA) PushK(k types.KLine)
- func (inc *EWMA) TestUpdate(value float64) *EWMA
- func (inc *EWMA) Update(value float64)
- type FisherTransform
- func (inc *FisherTransform) Clone() types.UpdatableSeriesExtend
- func (inc *FisherTransform) EmitUpdate(value float64)
- func (inc *FisherTransform) Index(i int) float64
- func (inc *FisherTransform) Last() float64
- func (inc *FisherTransform) Length() int
- func (inc *FisherTransform) OnUpdate(cb func(value float64))
- func (inc *FisherTransform) Update(value float64)
- type GHFilter
- type GMA
- func (inc *GMA) BindK(target KLineClosedEmitter, symbol string, interval types.Interval)
- func (inc *GMA) Clone() (out *GMA)
- func (inc *GMA) EmitUpdate(value float64)
- func (inc *GMA) Index(i int) float64
- func (inc *GMA) Last() float64
- func (inc *GMA) Length() int
- func (inc *GMA) LoadK(allKLines []types.KLine)
- func (inc *GMA) OnUpdate(cb func(value float64))
- func (inc *GMA) PushK(k types.KLine)
- func (inc *GMA) TestUpdate(value float64) *GMA
- func (inc *GMA) Update(value float64)
- type HULL
- type KLineCalculateUpdater
- type KLineClosedBinder
- type KLineClosedEmitter
- type KLinePusher
- type KLineValueMapper
- type KLineWindowUpdater
- type KalmanFilter
- func (inc *KalmanFilter) EmitUpdate(value float64)
- func (inc *KalmanFilter) Index(i int) float64
- func (inc *KalmanFilter) Last() float64
- func (inc *KalmanFilter) Length() int
- func (inc *KalmanFilter) OnUpdate(cb func(value float64))
- func (inc *KalmanFilter) PushK(k types.KLine)
- func (inc *KalmanFilter) Update(value float64)
- type Line
- type Low
- type MACD
- func (inc *MACD) EmitUpdate(macd float64, signal float64, histogram float64)
- func (inc *MACD) Last() float64
- func (inc *MACD) Length() int
- func (inc *MACD) MACD() types.SeriesExtend
- func (inc *MACD) OnUpdate(cb func(macd float64, signal float64, histogram float64))
- func (inc *MACD) PushK(k types.KLine)
- func (inc *MACD) Singals() types.SeriesExtend
- func (inc *MACD) Update(x float64)
- type MACDConfig
- type MACDValues
- type OBV
- func (inc *OBV) Bind(updater KLineWindowUpdater)
- func (inc *OBV) CalculateAndUpdate(kLines []types.KLine)
- func (inc *OBV) EmitUpdate(value float64)
- func (inc *OBV) Index(i int) float64
- func (inc *OBV) Last() float64
- func (inc *OBV) OnUpdate(cb func(value float64))
- func (inc *OBV) PushK(k types.KLine)
- func (inc *OBV) Update(price, volume float64)
- type Pivot
- func (inc *Pivot) Bind(updater KLineWindowUpdater)
- func (inc *Pivot) CalculateAndUpdate(klines []types.KLine)
- func (inc *Pivot) EmitUpdate(valueLow float64, valueHigh float64)
- func (inc *Pivot) LastHigh() float64
- func (inc *Pivot) LastLow() float64
- func (inc *Pivot) OnUpdate(cb func(valueLow float64, valueHigh float64))
- type PivotHigh
- type PivotLow
- type RMA
- func (inc *RMA) Bind(updater KLineWindowUpdater)
- func (inc *RMA) CalculateAndUpdate(kLines []types.KLine)
- func (inc *RMA) Clone() types.UpdatableSeriesExtend
- func (inc *RMA) EmitUpdate(value float64)
- func (inc *RMA) Index(i int) float64
- func (inc *RMA) Last() float64
- func (inc *RMA) Length() int
- func (inc *RMA) OnUpdate(cb func(value float64))
- func (inc *RMA) PushK(k types.KLine)
- func (inc *RMA) Update(x float64)
- type RSI
- func (inc *RSI) Bind(updater KLineWindowUpdater)
- func (inc *RSI) CalculateAndUpdate(kLines []types.KLine)
- func (inc *RSI) EmitUpdate(value float64)
- func (inc *RSI) Index(i int) float64
- func (inc *RSI) Last() float64
- func (inc *RSI) Length() int
- func (inc *RSI) OnUpdate(cb func(value float64))
- func (inc *RSI) PushK(k types.KLine)
- func (inc *RSI) Update(price float64)
- type SMA
- func (inc *SMA) BindK(target KLineClosedEmitter, symbol string, interval types.Interval)
- func (inc *SMA) Clone() types.UpdatableSeriesExtend
- func (inc *SMA) EmitUpdate(value float64)
- func (inc *SMA) Index(i int) float64
- func (inc *SMA) Last() float64
- func (inc *SMA) Length() int
- func (inc *SMA) LoadK(allKLines []types.KLine)
- func (inc *SMA) OnUpdate(cb func(value float64))
- func (inc *SMA) PushK(k types.KLine)
- func (inc *SMA) Update(value float64)
- type SSF
- func (inc *SSF) Bind(updater KLineWindowUpdater)
- func (inc *SSF) CalculateAndUpdate(allKLines []types.KLine)
- func (inc *SSF) EmitUpdate(value float64)
- func (inc *SSF) Index(i int) float64
- func (inc *SSF) Last() float64
- func (inc *SSF) Length() int
- func (inc *SSF) OnUpdate(cb func(value float64))
- func (inc *SSF) PushK(k types.KLine)
- func (inc *SSF) Update(value float64)
- type STOCH
- func (inc *STOCH) EmitUpdate(k float64, d float64)
- func (inc *STOCH) GetD() types.Series
- func (inc *STOCH) GetK() types.Series
- func (inc *STOCH) LastD() float64
- func (inc *STOCH) LastK() float64
- func (inc *STOCH) OnUpdate(cb func(k float64, d float64))
- func (inc *STOCH) PushK(k types.KLine)
- func (inc *STOCH) Update(high, low, cloze float64)
- type Simple
- type StdDev
- func (inc *StdDev) Bind(updater KLineWindowUpdater)
- func (inc *StdDev) CalculateAndUpdate(allKLines []types.KLine)
- func (inc *StdDev) EmitUpdate(value float64)
- func (inc *StdDev) Index(i int) float64
- func (inc *StdDev) Last() float64
- func (inc *StdDev) Length() int
- func (inc *StdDev) OnUpdate(cb func(value float64))
- func (inc *StdDev) PushK(k types.KLine)
- func (inc *StdDev) Update(value float64)
- type Supertrend
- func (inc *Supertrend) Bind(updater KLineWindowUpdater)
- func (inc *Supertrend) BindK(target KLineClosedEmitter, symbol string, interval types.Interval)
- func (inc *Supertrend) CalculateAndUpdate(kLines []types.KLine)
- func (inc *Supertrend) EmitUpdate(value float64)
- func (inc *Supertrend) GetSignal() types.Direction
- func (inc *Supertrend) Index(i int) float64
- func (inc *Supertrend) Last() float64
- func (inc *Supertrend) Length() int
- func (inc *Supertrend) LoadK(allKLines []types.KLine)
- func (inc *Supertrend) OnUpdate(cb func(value float64))
- func (inc *Supertrend) PushK(k types.KLine)
- func (inc *Supertrend) Update(highPrice, lowPrice, closePrice float64)
- type TEMA
- func (inc *TEMA) Bind(updater KLineWindowUpdater)
- func (inc *TEMA) CalculateAndUpdate(allKLines []types.KLine)
- func (inc *TEMA) EmitUpdate(value float64)
- func (inc *TEMA) Index(i int) float64
- func (inc *TEMA) Last() float64
- func (inc *TEMA) Length() int
- func (inc *TEMA) OnUpdate(cb func(value float64))
- func (inc *TEMA) PushK(k types.KLine)
- func (inc *TEMA) Update(value float64)
- type TILL
- func (inc *TILL) Bind(updater KLineWindowUpdater)
- func (inc *TILL) BindK(target KLineClosedEmitter, symbol string, interval types.Interval)
- func (inc *TILL) CalculateAndUpdate(allKLines []types.KLine)
- func (inc *TILL) EmitUpdate(value float64)
- func (inc *TILL) Index(i int) float64
- func (inc *TILL) Last() float64
- func (inc *TILL) Length() int
- func (inc *TILL) LoadK(allKLines []types.KLine)
- func (inc *TILL) OnUpdate(cb func(value float64))
- func (inc *TILL) PushK(k types.KLine)
- func (inc *TILL) Update(value float64)
- type TMA
- func (inc *TMA) Bind(updater KLineWindowUpdater)
- func (inc *TMA) CalculateAndUpdate(allKLines []types.KLine)
- func (inc *TMA) EmitUpdate(value float64)
- func (inc *TMA) Index(i int) float64
- func (inc *TMA) Last() float64
- func (inc *TMA) Length() int
- func (inc *TMA) OnUpdate(cb func(value float64))
- func (inc *TMA) PushK(k types.KLine)
- func (inc *TMA) Update(value float64)
- type VIDYA
- func (inc *VIDYA) Bind(updater KLineWindowUpdater)
- func (inc *VIDYA) CalculateAndUpdate(allKLines []types.KLine)
- func (inc *VIDYA) EmitUpdate(value float64)
- func (inc *VIDYA) Index(i int) float64
- func (inc *VIDYA) Last() float64
- func (inc *VIDYA) Length() int
- func (inc *VIDYA) OnUpdate(cb func(value float64))
- func (inc *VIDYA) PushK(k types.KLine)
- func (inc *VIDYA) Update(value float64)
- type VWAP
- func (inc *VWAP) Bind(updater KLineWindowUpdater)
- func (inc *VWAP) CalculateAndUpdate(allKLines []types.KLine)
- func (inc *VWAP) EmitUpdate(value float64)
- func (inc *VWAP) Index(i int) float64
- func (inc *VWAP) Last() float64
- func (inc *VWAP) Length() int
- func (inc *VWAP) OnUpdate(cb func(value float64))
- func (inc *VWAP) PushK(k types.KLine)
- func (inc *VWAP) Update(price, volume float64)
- type VWMA
- func (inc *VWMA) Bind(updater KLineWindowUpdater)
- func (inc *VWMA) CalculateAndUpdate(allKLines []types.KLine)
- func (inc *VWMA) EmitUpdate(value float64)
- func (inc *VWMA) Index(i int) float64
- func (inc *VWMA) Last() float64
- func (inc *VWMA) Length() int
- func (inc *VWMA) OnUpdate(cb func(value float64))
- func (inc *VWMA) PushK(k types.KLine)
- func (inc *VWMA) Update(price, volume float64)
- type Volatility
- func (inc *Volatility) Bind(updater KLineWindowUpdater)
- func (inc *Volatility) CalculateAndUpdate(allKLines []types.KLine)
- func (inc *Volatility) EmitUpdate(value float64)
- func (inc *Volatility) Index(i int) float64
- func (inc *Volatility) Last() float64
- func (inc *Volatility) Length() int
- func (inc *Volatility) OnUpdate(cb func(value float64))
- type WWMA
- func (inc *WWMA) Bind(updater KLineWindowUpdater)
- func (inc *WWMA) CalculateAndUpdate(allKLines []types.KLine)
- func (inc *WWMA) EmitUpdate(value float64)
- func (inc *WWMA) Index(i int) float64
- func (inc *WWMA) Last() float64
- func (inc *WWMA) Length() int
- func (inc *WWMA) OnUpdate(cb func(value float64))
- func (inc *WWMA) PushK(k types.KLine)
- func (inc *WWMA) Update(value float64)
- type WeightedDrift
- func (inc *WeightedDrift) Bind(updater KLineWindowUpdater)
- func (inc *WeightedDrift) CalculateAndUpdate(allKLines []types.KLine)
- func (inc *WeightedDrift) Clone() (out *WeightedDrift)
- func (inc *WeightedDrift) EmitUpdate(value float64)
- func (inc *WeightedDrift) Index(i int) float64
- func (inc *WeightedDrift) Last() float64
- func (inc *WeightedDrift) Length() int
- func (inc *WeightedDrift) OnUpdate(cb func(value float64))
- func (inc *WeightedDrift) PushK(k types.KLine)
- func (inc *WeightedDrift) TestUpdate(value float64, weight float64) *WeightedDrift
- func (inc *WeightedDrift) Update(value float64, weight float64)
- func (inc *WeightedDrift) ZeroPoint() float64
- type ZLEMA
- func (inc *ZLEMA) Bind(updater KLineWindowUpdater)
- func (inc *ZLEMA) CalculateAndUpdate(allKLines []types.KLine)
- func (inc *ZLEMA) EmitUpdate(value float64)
- func (inc *ZLEMA) Index(i int) float64
- func (inc *ZLEMA) Last() float64
- func (inc *ZLEMA) Length() int
- func (inc *ZLEMA) OnUpdate(cb func(value float64))
- func (inc *ZLEMA) PushK(k types.KLine)
- func (inc *ZLEMA) Update(value float64)
Constants ¶
const DPeriod int = 3
const DefaultEMVScale float64 = 100000000.
const MaxNumOfALMA = 5_000
const MaxNumOfALMATruncateSize = 100
const MaxNumOfEWMA = 5_000
These numbers should be aligned with bbgo MaxNumOfKLines and MaxNumOfKLinesTruncate
const MaxNumOfEWMATruncateSize = 100
const MaxNumOfSMA = 5_000
const MaxNumOfSMATruncateSize = 100
const MaxNumOfVOL = 5_000
const MaxNumOfVOLTruncateSize = 100
const MaxNumOfWWMA = 5_000
const MaxNumOfWWMATruncateSize = 100
Variables ¶
This section is empty.
Functions ¶
func CalculateKLinesEMA ¶ added in v1.3.1
func CalculateKLinesEMA(allKLines []types.KLine, priceF KLineValueMapper, window int) float64
func KLineClosePriceMapper ¶ added in v1.2.1
func KLineHighPriceMapper ¶ added in v1.33.0
func KLineLowPriceMapper ¶ added in v1.33.0
func KLineOpenPriceMapper ¶ added in v1.2.1
func KLinePriceVolumeMapper ¶ added in v1.21.0
func KLineTypicalPriceMapper ¶ added in v1.16.0
func KLineVolumeMapper ¶ added in v1.21.0
func MapKLinePrice ¶ added in v1.2.1
func MapKLinePrice(kLines []types.KLine, f KLineValueMapper) (prices []float64)
Types ¶
type AD ¶ added in v1.16.0
type AD struct { types.SeriesBase types.IntervalWindow Values floats.Slice PrePrice float64 EndTime time.Time UpdateCallbacks []func(value float64) }
ad implements accumulation/distribution indicator
Accumulation/Distribution Indicator (A/D) - https://www.investopedia.com/terms/a/accumulationdistribution.asp
func (*AD) Bind ¶ added in v1.16.0
func (inc *AD) Bind(updater KLineWindowUpdater)
func (*AD) CalculateAndUpdate ¶ added in v1.37.0
func (*AD) EmitUpdate ¶ added in v1.16.0
type ALMA ¶ added in v1.34.0
type ALMA struct { types.SeriesBase types.IntervalWindow // required Offset float64 // required: recommend to be 0.5 Sigma int // required: recommend to be 5 Values floats.Slice UpdateCallbacks []func(value float64) // contains filtered or unexported fields }
Refer: Arnaud Legoux Moving Average Refer: https://capital.com/arnaud-legoux-moving-average Also check https://github.com/DaveSkender/Stock.Indicators/blob/main/src/a-d/Alma/Alma.cs @param offset: Gaussian applied to the combo line. 1->ema, 0->sma @param sigma: the standard deviation applied to the combo line. This makes the combo line sharper
func (*ALMA) Bind ¶ added in v1.34.0
func (inc *ALMA) Bind(updater KLineWindowUpdater)
func (*ALMA) CalculateAndUpdate ¶ added in v1.37.0
func (*ALMA) EmitUpdate ¶ added in v1.34.0
type ATR ¶ added in v1.31.0
type ATR struct { types.SeriesBase types.IntervalWindow PercentageVolatility floats.Slice PreviousClose float64 RMA *RMA EndTime time.Time UpdateCallbacks []func(value float64) }
func (*ATR) EmitUpdate ¶ added in v1.31.0
func (*ATR) TestUpdate ¶ added in v1.38.0
type ATRP ¶ added in v1.37.0
type ATRP struct { types.SeriesBase types.IntervalWindow PercentageVolatility floats.Slice PreviousClose float64 RMA *RMA EndTime time.Time UpdateCallbacks []func(value float64) }
ATRP is the average true range percentage See also https://www.fidelity.com/learning-center/trading-investing/technical-analysis/technical-indicator-guide/atrp
Calculation:
ATRP = (Average True Range / Close) * 100
func (*ATRP) Bind ¶ added in v1.37.0
func (inc *ATRP) Bind(updater KLineWindowUpdater)
func (*ATRP) CalculateAndUpdate ¶ added in v1.37.0
func (*ATRP) EmitUpdate ¶ added in v1.37.0
type BOLL ¶
type BOLL struct { types.IntervalWindow // K is the multiplier of Std, generally it's 2 K float64 SMA *SMA StdDev *StdDev UpBand floats.Slice DownBand floats.Slice EndTime time.Time // contains filtered or unexported fields }
func (*BOLL) Bind ¶
func (inc *BOLL) Bind(updater KLineWindowUpdater)
func (*BOLL) BindK ¶ added in v1.38.0
func (inc *BOLL) BindK(target KLineClosedEmitter, symbol string, interval types.Interval)
func (*BOLL) CalculateAndUpdate ¶ added in v1.37.0
func (*BOLL) EmitUpdate ¶
func (*BOLL) GetDownBand ¶ added in v1.30.2
func (inc *BOLL) GetDownBand() types.SeriesExtend
func (*BOLL) GetSMA ¶ added in v1.30.2
func (inc *BOLL) GetSMA() types.SeriesExtend
func (*BOLL) GetStdDev ¶ added in v1.30.2
func (inc *BOLL) GetStdDev() types.SeriesExtend
func (*BOLL) GetUpBand ¶ added in v1.30.2
func (inc *BOLL) GetUpBand() types.SeriesExtend
func (*BOLL) LastDownBand ¶
func (*BOLL) LastUpBand ¶
type CA ¶ added in v1.31.0
type CA struct { types.SeriesBase Interval types.Interval Values floats.Slice UpdateCallbacks []func(value float64) // contains filtered or unexported fields }
Refer: Cumulative Moving Average, Cumulative Average Refer: https://en.wikipedia.org/wiki/Moving_average
func (*CA) Bind ¶ added in v1.31.0
func (inc *CA) Bind(updater KLineWindowUpdater)
func (*CA) CalculateAndUpdate ¶ added in v1.37.0
func (*CA) EmitUpdate ¶ added in v1.31.0
type CCI ¶ added in v1.33.0
type CCI struct { types.SeriesBase types.IntervalWindow Input floats.Slice TypicalPrice floats.Slice MA floats.Slice Values floats.Slice UpdateCallbacks []func(value float64) }
Refer: Commodity Channel Index Refer URL: http://www.andrewshamlet.net/2017/07/08/python-tutorial-cci with modification of ddof=0 to let standard deviation to be divided by N instead of N-1
func (*CCI) Bind ¶ added in v1.33.0
func (inc *CCI) Bind(updater KLineWindowUpdater)
func (*CCI) CalculateAndUpdate ¶ added in v1.37.0
func (*CCI) EmitUpdate ¶ added in v1.33.0
type DEMA ¶ added in v1.31.0
type DEMA struct { types.IntervalWindow types.SeriesBase Values floats.Slice UpdateCallbacks []func(value float64) // contains filtered or unexported fields }
func (*DEMA) Bind ¶ added in v1.31.0
func (inc *DEMA) Bind(updater KLineWindowUpdater)
func (*DEMA) CalculateAndUpdate ¶ added in v1.37.0
func (*DEMA) EmitUpdate ¶ added in v1.31.0
func (*DEMA) TestUpdate ¶ added in v1.38.0
type DMI ¶ added in v1.35.0
type DMI struct { types.IntervalWindow ADXSmoothing int DMP types.UpdatableSeriesExtend DMN types.UpdatableSeriesExtend DIPlus *types.Queue DIMinus *types.Queue ADX types.UpdatableSeriesExtend PrevHigh, PrevLow float64 // contains filtered or unexported fields }
Refer: https://www.investopedia.com/terms/d/dmi.asp Refer: https://github.com/twopirllc/pandas-ta/blob/main/pandas_ta/trend/adx.py
Directional Movement Index an indicator developed by J. Welles Wilder in 1978 that identifies in which direction the price of an asset is moving.
func (*DMI) Bind ¶ added in v1.35.0
func (inc *DMI) Bind(updater KLineWindowUpdater)
func (*DMI) CalculateAndUpdate ¶ added in v1.37.0
func (*DMI) EmitUpdate ¶ added in v1.35.0
func (*DMI) GetADX ¶ added in v1.35.0
func (inc *DMI) GetADX() types.SeriesExtend
func (*DMI) GetDIMinus ¶ added in v1.35.0
func (inc *DMI) GetDIMinus() types.SeriesExtend
func (*DMI) GetDIPlus ¶ added in v1.35.0
func (inc *DMI) GetDIPlus() types.SeriesExtend
type Drift ¶ added in v1.33.1
type Drift struct { types.SeriesBase types.IntervalWindow Values floats.Slice MA types.UpdatableSeriesExtend LastValue float64 UpdateCallbacks []func(value float64) // contains filtered or unexported fields }
Refer: https://tradingview.com/script/aDymGrFx-Drift-Study-Inspired-by-Monte-Carlo-Simulations-with-BM-KL/ Brownian Motion's drift factor could be used in Monte Carlo Simulations
func (*Drift) Bind ¶ added in v1.33.1
func (inc *Drift) Bind(updater KLineWindowUpdater)
func (*Drift) CalculateAndUpdate ¶ added in v1.37.0
func (*Drift) EmitUpdate ¶ added in v1.33.1
func (*Drift) TestUpdate ¶ added in v1.38.0
type EMV ¶ added in v1.33.0
type EMV struct { types.SeriesBase types.IntervalWindow Values *SMA EMVScale float64 UpdateCallbacks []func(value float64) // contains filtered or unexported fields }
func (*EMV) EmitUpdate ¶ added in v1.33.0
type EWMA ¶
type EWMA struct { types.IntervalWindow types.SeriesBase Values floats.Slice EndTime time.Time // contains filtered or unexported fields }
func (*EWMA) EmitUpdate ¶ added in v1.2.1
func (*EWMA) TestUpdate ¶ added in v1.38.0
type FisherTransform ¶ added in v1.38.0
type FisherTransform struct { types.SeriesBase types.IntervalWindow Values floats.Slice UpdateCallbacks []func(value float64) // contains filtered or unexported fields }
func (*FisherTransform) Clone ¶ added in v1.38.0
func (inc *FisherTransform) Clone() types.UpdatableSeriesExtend
func (*FisherTransform) EmitUpdate ¶ added in v1.38.0
func (inc *FisherTransform) EmitUpdate(value float64)
func (*FisherTransform) Index ¶ added in v1.38.0
func (inc *FisherTransform) Index(i int) float64
func (*FisherTransform) Last ¶ added in v1.38.0
func (inc *FisherTransform) Last() float64
func (*FisherTransform) Length ¶ added in v1.38.0
func (inc *FisherTransform) Length() int
func (*FisherTransform) OnUpdate ¶ added in v1.38.0
func (inc *FisherTransform) OnUpdate(cb func(value float64))
func (*FisherTransform) Update ¶ added in v1.38.0
func (inc *FisherTransform) Update(value float64)
type GHFilter ¶ added in v1.40.2
type GHFilter struct { types.SeriesBase types.IntervalWindow Values floats.Slice UpdateCallbacks []func(value float64) // contains filtered or unexported fields }
func (*GHFilter) EmitUpdate ¶ added in v1.40.2
type GMA ¶ added in v1.40.0
type GMA struct { types.SeriesBase types.IntervalWindow SMA *SMA UpdateCallbacks []func(value float64) }
Geometric Moving Average
func (*GMA) BindK ¶ added in v1.40.0
func (inc *GMA) BindK(target KLineClosedEmitter, symbol string, interval types.Interval)
func (*GMA) EmitUpdate ¶ added in v1.40.0
func (*GMA) TestUpdate ¶ added in v1.40.0
type HULL ¶ added in v1.31.0
type HULL struct { types.SeriesBase types.IntervalWindow // contains filtered or unexported fields }
Refer: Hull Moving Average Refer URL: https://fidelity.com/learning-center/trading-investing/technical-analysis/technical-indicator-guide/hull-moving-average
func (*HULL) EmitUpdate ¶ added in v1.31.0
type KLineCalculateUpdater ¶ added in v1.37.0
type KLineClosedBinder ¶ added in v1.37.0
type KLineClosedBinder interface {
BindK(target KLineClosedEmitter, symbol string, interval types.Interval)
}
type KLineClosedEmitter ¶ added in v1.37.0
KLineClosedEmitter is currently applied to the market data stream the market data stream emits the KLine closed event to the listeners.
type KLinePusher ¶ added in v1.37.0
KLinePusher provides an interface for API user to push kline value to the indicator. The indicator implements its own way to calculate the value from the given kline object.
type KLineValueMapper ¶ added in v1.33.0
type KLineWindowUpdater ¶
type KLineWindowUpdater interface {
OnKLineWindowUpdate(func(interval types.Interval, window types.KLineWindow))
}
type KalmanFilter ¶ added in v1.40.2
type KalmanFilter struct { types.SeriesBase types.IntervalWindow AdditionalSmoothWindow uint Values floats.Slice UpdateCallbacks []func(value float64) // contains filtered or unexported fields }
func (*KalmanFilter) EmitUpdate ¶ added in v1.40.2
func (inc *KalmanFilter) EmitUpdate(value float64)
func (*KalmanFilter) Index ¶ added in v1.40.2
func (inc *KalmanFilter) Index(i int) float64
func (*KalmanFilter) Last ¶ added in v1.40.2
func (inc *KalmanFilter) Last() float64
func (*KalmanFilter) Length ¶ added in v1.40.2
func (inc *KalmanFilter) Length() int
func (*KalmanFilter) OnUpdate ¶ added in v1.40.2
func (inc *KalmanFilter) OnUpdate(cb func(value float64))
func (*KalmanFilter) PushK ¶ added in v1.40.2
func (inc *KalmanFilter) PushK(k types.KLine)
func (*KalmanFilter) Update ¶ added in v1.40.2
func (inc *KalmanFilter) Update(value float64)
type Line ¶ added in v1.30.2
type Line struct { types.SeriesBase types.IntervalWindow Interval types.Interval // contains filtered or unexported fields }
Line indicator is a utility that helps to simulate either the 1. trend 2. support 3. resistance of the market data, defined with series interface
func (*Line) Bind ¶ added in v1.30.2
func (l *Line) Bind(updater KLineWindowUpdater)
type Low ¶ added in v1.38.0
type Low struct { types.IntervalWindow types.SeriesBase Values floats.Slice EndTime time.Time // contains filtered or unexported fields }
func (*Low) EmitUpdate ¶ added in v1.38.0
type MACD ¶ added in v1.16.0
type MACD struct { MACDConfig Values floats.Slice `json:"-"` Histogram floats.Slice `json:"-"` EndTime time.Time // contains filtered or unexported fields }
func (*MACD) EmitUpdate ¶ added in v1.16.0
func (*MACD) MACD ¶ added in v1.30.2
func (inc *MACD) MACD() types.SeriesExtend
func (*MACD) Singals ¶ added in v1.30.2
func (inc *MACD) Singals() types.SeriesExtend
type MACDConfig ¶ added in v1.41.0
type MACDConfig struct { types.IntervalWindow // 9 // ShortPeriod is the short term period EMA, usually 12 ShortPeriod int `json:"short"` // LongPeriod is the long term period EMA, usually 26 LongPeriod int `json:"long"` }
macd implements moving average convergence divergence indicator
Moving Average Convergence Divergence (MACD) - https://www.investopedia.com/terms/m/macd.asp - https://school.stockcharts.com/doku.php?id=technical_indicators:macd-histogram
type MACDValues ¶ added in v1.30.2
type MACDValues struct { types.SeriesBase *MACD }
func (*MACDValues) Index ¶ added in v1.30.2
func (inc *MACDValues) Index(i int) float64
func (*MACDValues) Last ¶ added in v1.30.2
func (inc *MACDValues) Last() float64
func (*MACDValues) Length ¶ added in v1.30.2
func (inc *MACDValues) Length() int
type OBV ¶ added in v1.16.0
type OBV struct { types.SeriesBase types.IntervalWindow Values floats.Slice PrePrice float64 EndTime time.Time // contains filtered or unexported fields }
obv implements on-balance volume indicator
On-Balance Volume (OBV) Definition - https://www.investopedia.com/terms/o/onbalancevolume.asp
func (*OBV) Bind ¶ added in v1.16.0
func (inc *OBV) Bind(updater KLineWindowUpdater)
func (*OBV) CalculateAndUpdate ¶ added in v1.37.0
func (*OBV) EmitUpdate ¶ added in v1.16.0
type Pivot ¶ added in v1.33.0
type Pivot struct { types.IntervalWindow // Values Lows floats.Slice // higher low Highs floats.Slice // lower high EndTime time.Time // contains filtered or unexported fields }
func (*Pivot) Bind ¶ added in v1.33.0
func (inc *Pivot) Bind(updater KLineWindowUpdater)
func (*Pivot) CalculateAndUpdate ¶ added in v1.37.0
func (*Pivot) EmitUpdate ¶ added in v1.33.0
type PivotHigh ¶ added in v1.40.0
type PivotHigh struct { types.SeriesBase types.IntervalWindow Highs floats.Slice Values floats.Slice EndTime time.Time // contains filtered or unexported fields }
func (*PivotHigh) EmitUpdate ¶ added in v1.40.0
type PivotLow ¶ added in v1.38.0
type PivotLow struct { types.SeriesBase types.IntervalWindow Lows floats.Slice Values floats.Slice EndTime time.Time // contains filtered or unexported fields }
func (*PivotLow) EmitUpdate ¶ added in v1.38.0
type RMA ¶ added in v1.31.0
type RMA struct { types.SeriesBase types.IntervalWindow Values floats.Slice EndTime time.Time Adjust bool // contains filtered or unexported fields }
Running Moving Average Refer: https://github.com/twopirllc/pandas-ta/blob/main/pandas_ta/overlap/rma.py#L5 Refer: https://pandas.pydata.org/docs/reference/api/pandas.DataFrame.ewm.html#pandas-dataframe-ewm
func (*RMA) Bind ¶ added in v1.31.0
func (inc *RMA) Bind(updater KLineWindowUpdater)
func (*RMA) CalculateAndUpdate ¶ added in v1.37.0
func (*RMA) Clone ¶ added in v1.38.0
func (inc *RMA) Clone() types.UpdatableSeriesExtend
func (*RMA) EmitUpdate ¶ added in v1.31.0
type RSI ¶ added in v1.29.0
type RSI struct { types.SeriesBase types.IntervalWindow Values floats.Slice Prices floats.Slice PreviousAvgLoss float64 PreviousAvgGain float64 EndTime time.Time // contains filtered or unexported fields }
rsi implements Relative Strength Index (RSI)
https://www.investopedia.com/terms/r/rsi.asp
func (*RSI) Bind ¶ added in v1.29.0
func (inc *RSI) Bind(updater KLineWindowUpdater)
func (*RSI) CalculateAndUpdate ¶ added in v1.37.0
func (*RSI) EmitUpdate ¶ added in v1.29.0
type SMA ¶
type SMA struct { types.SeriesBase types.IntervalWindow Values floats.Slice EndTime time.Time UpdateCallbacks []func(value float64) // contains filtered or unexported fields }
func (*SMA) BindK ¶ added in v1.37.0
func (inc *SMA) BindK(target KLineClosedEmitter, symbol string, interval types.Interval)
func (*SMA) Clone ¶ added in v1.38.0
func (inc *SMA) Clone() types.UpdatableSeriesExtend
func (*SMA) EmitUpdate ¶ added in v1.2.1
type SSF ¶ added in v1.34.0
type SSF struct { types.SeriesBase types.IntervalWindow Poles int Values floats.Slice UpdateCallbacks []func(value float64) // contains filtered or unexported fields }
Refer: https://easylanguagemastery.com/indicators/predictive-indicators/ Refer: https://github.com/twopirllc/pandas-ta/blob/main/pandas_ta/overlap/ssf.py Ehler's Super Smoother Filter
John F. Ehlers's solution to reduce lag and remove aliasing noise with his research in aerospace analog filter design. This indicator comes with two versions determined by the keyword poles. By default, it uses two poles but there is an option for three poles. Since SSF is a (Resursive) Digital Filter, the number of poles determine how many prior recursive SSF bars to include in the design of the filter. So two poles uses two prior SSF bars and three poles uses three prior SSF bars for their filter calculations.
func (*SSF) Bind ¶ added in v1.34.0
func (inc *SSF) Bind(updater KLineWindowUpdater)
func (*SSF) CalculateAndUpdate ¶ added in v1.37.0
func (*SSF) EmitUpdate ¶ added in v1.34.0
type STOCH ¶ added in v1.17.0
type STOCH struct { types.IntervalWindow K floats.Slice D floats.Slice HighValues floats.Slice LowValues floats.Slice EndTime time.Time UpdateCallbacks []func(k float64, d float64) }
stoch implements stochastic oscillator indicator
Stochastic Oscillator - https://www.investopedia.com/terms/s/stochasticoscillator.asp
func (*STOCH) EmitUpdate ¶ added in v1.17.0
type Simple ¶ added in v1.38.0
type Simple interface { KLinePusher Last() float64 OnUpdate(f func(value float64)) }
Simple is the simple indicator that only returns one float64 value
type StdDev ¶ added in v1.37.0
type StdDev struct { types.SeriesBase types.IntervalWindow Values floats.Slice EndTime time.Time // contains filtered or unexported fields }
func (*StdDev) Bind ¶ added in v1.37.0
func (inc *StdDev) Bind(updater KLineWindowUpdater)
func (*StdDev) CalculateAndUpdate ¶ added in v1.37.0
func (*StdDev) EmitUpdate ¶ added in v1.37.0
type Supertrend ¶ added in v1.33.0
type Supertrend struct { types.SeriesBase types.IntervalWindow ATRMultiplier float64 `json:"atrMultiplier"` AverageTrueRange *ATR EndTime time.Time UpdateCallbacks []func(value float64) // contains filtered or unexported fields }
func (*Supertrend) Bind ¶ added in v1.33.0
func (inc *Supertrend) Bind(updater KLineWindowUpdater)
func (*Supertrend) BindK ¶ added in v1.39.0
func (inc *Supertrend) BindK(target KLineClosedEmitter, symbol string, interval types.Interval)
func (*Supertrend) CalculateAndUpdate ¶ added in v1.37.0
func (inc *Supertrend) CalculateAndUpdate(kLines []types.KLine)
func (*Supertrend) EmitUpdate ¶ added in v1.33.0
func (inc *Supertrend) EmitUpdate(value float64)
func (*Supertrend) GetSignal ¶ added in v1.33.0
func (inc *Supertrend) GetSignal() types.Direction
func (*Supertrend) Index ¶ added in v1.33.0
func (inc *Supertrend) Index(i int) float64
func (*Supertrend) Last ¶ added in v1.33.0
func (inc *Supertrend) Last() float64
func (*Supertrend) Length ¶ added in v1.33.0
func (inc *Supertrend) Length() int
func (*Supertrend) LoadK ¶ added in v1.39.0
func (inc *Supertrend) LoadK(allKLines []types.KLine)
func (*Supertrend) OnUpdate ¶ added in v1.33.0
func (inc *Supertrend) OnUpdate(cb func(value float64))
func (*Supertrend) PushK ¶ added in v1.37.0
func (inc *Supertrend) PushK(k types.KLine)
func (*Supertrend) Update ¶ added in v1.33.0
func (inc *Supertrend) Update(highPrice, lowPrice, closePrice float64)
type TEMA ¶ added in v1.31.0
type TEMA struct { types.SeriesBase types.IntervalWindow Values floats.Slice A1 *EWMA A2 *EWMA A3 *EWMA UpdateCallbacks []func(value float64) }
func (*TEMA) Bind ¶ added in v1.31.0
func (inc *TEMA) Bind(updater KLineWindowUpdater)
func (*TEMA) CalculateAndUpdate ¶ added in v1.37.0
func (*TEMA) EmitUpdate ¶ added in v1.31.0
type TILL ¶ added in v1.31.0
type TILL struct { types.SeriesBase types.IntervalWindow VolumeFactor float64 // contains filtered or unexported fields }
Refer: Tillson T3 Moving Average Refer URL: https://tradingpedia.com/forex-trading-indicator/t3-moving-average-indicator/
func (*TILL) Bind ¶ added in v1.31.0
func (inc *TILL) Bind(updater KLineWindowUpdater)
func (*TILL) BindK ¶ added in v1.38.0
func (inc *TILL) BindK(target KLineClosedEmitter, symbol string, interval types.Interval)
func (*TILL) CalculateAndUpdate ¶ added in v1.37.0
func (*TILL) EmitUpdate ¶ added in v1.31.0
type TMA ¶ added in v1.31.0
type TMA struct { types.SeriesBase types.IntervalWindow UpdateCallbacks []func(value float64) // contains filtered or unexported fields }
Refer: Triangular Moving Average Refer URL: https://ja.wikipedia.org/wiki/移動平均
func (*TMA) Bind ¶ added in v1.31.0
func (inc *TMA) Bind(updater KLineWindowUpdater)
func (*TMA) CalculateAndUpdate ¶ added in v1.37.0
func (*TMA) EmitUpdate ¶ added in v1.31.0
type VIDYA ¶ added in v1.31.0
type VIDYA struct { types.SeriesBase types.IntervalWindow Values floats.Slice // contains filtered or unexported fields }
Refer: Variable Index Dynamic Average Refer URL: https://metatrader5.com/en/terminal/help/indicators/trend_indicators/vida
func (*VIDYA) Bind ¶ added in v1.31.0
func (inc *VIDYA) Bind(updater KLineWindowUpdater)
func (*VIDYA) CalculateAndUpdate ¶ added in v1.37.0
func (*VIDYA) EmitUpdate ¶ added in v1.31.0
type VWAP ¶ added in v1.16.0
type VWAP struct { types.SeriesBase types.IntervalWindow Values floats.Slice Prices floats.Slice Volumes floats.Slice WeightedSum float64 VolumeSum float64 EndTime time.Time UpdateCallbacks []func(value float64) }
vwap implements the volume weighted average price (VWAP) indicator:
Volume Weighted Average Price (VWAP) Definition - https://www.investopedia.com/terms/v/vwap.asp
Volume-Weighted Average Price (VWAP) Explained - https://academy.binance.com/en/articles/volume-weighted-average-price-vwap-explained
func (*VWAP) Bind ¶ added in v1.16.0
func (inc *VWAP) Bind(updater KLineWindowUpdater)
func (*VWAP) CalculateAndUpdate ¶ added in v1.37.0
func (*VWAP) EmitUpdate ¶ added in v1.16.0
type VWMA ¶ added in v1.21.0
type VWMA struct { types.SeriesBase types.IntervalWindow Values floats.Slice PriceVolumeSMA *SMA VolumeSMA *SMA EndTime time.Time // contains filtered or unexported fields }
vwma implements the volume weighted moving average (VWMA) indicator:
Calculation:
pv = element-wise multiplication of close prices and volumes VWMA = SMA(pv, window) / SMA(volumes, window)
Volume Weighted Moving Average - https://www.motivewave.com/studies/volume_weighted_moving_average.htm
func (*VWMA) Bind ¶ added in v1.21.0
func (inc *VWMA) Bind(updater KLineWindowUpdater)
func (*VWMA) CalculateAndUpdate ¶ added in v1.37.0
func (*VWMA) EmitUpdate ¶ added in v1.21.0
type Volatility ¶ added in v1.37.0
type Volatility struct { types.SeriesBase types.IntervalWindow Values floats.Slice EndTime time.Time UpdateCallbacks []func(value float64) }
func (*Volatility) Bind ¶ added in v1.37.0
func (inc *Volatility) Bind(updater KLineWindowUpdater)
func (*Volatility) CalculateAndUpdate ¶ added in v1.37.0
func (inc *Volatility) CalculateAndUpdate(allKLines []types.KLine)
func (*Volatility) EmitUpdate ¶ added in v1.37.0
func (inc *Volatility) EmitUpdate(value float64)
func (*Volatility) Index ¶ added in v1.37.0
func (inc *Volatility) Index(i int) float64
func (*Volatility) Last ¶ added in v1.37.0
func (inc *Volatility) Last() float64
func (*Volatility) Length ¶ added in v1.37.0
func (inc *Volatility) Length() int
func (*Volatility) OnUpdate ¶ added in v1.37.0
func (inc *Volatility) OnUpdate(cb func(value float64))
type WWMA ¶ added in v1.31.0
type WWMA struct { types.SeriesBase types.IntervalWindow Values floats.Slice LastOpenTime time.Time UpdateCallbacks []func(value float64) }
func (*WWMA) Bind ¶ added in v1.31.0
func (inc *WWMA) Bind(updater KLineWindowUpdater)
func (*WWMA) CalculateAndUpdate ¶ added in v1.37.0
func (*WWMA) EmitUpdate ¶ added in v1.31.0
type WeightedDrift ¶ added in v1.40.0
type WeightedDrift struct { types.SeriesBase types.IntervalWindow Values floats.Slice MA types.UpdatableSeriesExtend Weight *types.Queue LastValue float64 UpdateCallbacks []func(value float64) // contains filtered or unexported fields }
Refer: https://tradingview.com/script/aDymGrFx-Drift-Study-Inspired-by-Monte-Carlo-Simulations-with-BM-KL/ Brownian Motion's drift factor could be used in Monte Carlo Simulations
func (*WeightedDrift) Bind ¶ added in v1.40.0
func (inc *WeightedDrift) Bind(updater KLineWindowUpdater)
func (*WeightedDrift) CalculateAndUpdate ¶ added in v1.40.0
func (inc *WeightedDrift) CalculateAndUpdate(allKLines []types.KLine)
func (*WeightedDrift) Clone ¶ added in v1.40.0
func (inc *WeightedDrift) Clone() (out *WeightedDrift)
func (*WeightedDrift) EmitUpdate ¶ added in v1.40.0
func (inc *WeightedDrift) EmitUpdate(value float64)
func (*WeightedDrift) Index ¶ added in v1.40.0
func (inc *WeightedDrift) Index(i int) float64
func (*WeightedDrift) Last ¶ added in v1.40.0
func (inc *WeightedDrift) Last() float64
func (*WeightedDrift) Length ¶ added in v1.40.0
func (inc *WeightedDrift) Length() int
func (*WeightedDrift) OnUpdate ¶ added in v1.40.0
func (inc *WeightedDrift) OnUpdate(cb func(value float64))
func (*WeightedDrift) PushK ¶ added in v1.40.0
func (inc *WeightedDrift) PushK(k types.KLine)
func (*WeightedDrift) TestUpdate ¶ added in v1.40.0
func (inc *WeightedDrift) TestUpdate(value float64, weight float64) *WeightedDrift
func (*WeightedDrift) Update ¶ added in v1.40.0
func (inc *WeightedDrift) Update(value float64, weight float64)
func (*WeightedDrift) ZeroPoint ¶ added in v1.40.0
func (inc *WeightedDrift) ZeroPoint() float64
Assume that MA is SMA
type ZLEMA ¶ added in v1.31.0
type ZLEMA struct { types.SeriesBase types.IntervalWindow // contains filtered or unexported fields }
func (*ZLEMA) Bind ¶ added in v1.31.0
func (inc *ZLEMA) Bind(updater KLineWindowUpdater)
func (*ZLEMA) CalculateAndUpdate ¶ added in v1.37.0
func (*ZLEMA) EmitUpdate ¶ added in v1.31.0
Source Files
¶
- ad.go
- ad_callbacks.go
- alma.go
- alma_callbacks.go
- atr.go
- atr_callbacks.go
- atrp.go
- atrp_callbacks.go
- boll.go
- boll_callbacks.go
- ca_callbacks.go
- cci.go
- cci_callbacks.go
- cma.go
- const.go
- dema.go
- dema_callbacks.go
- dmi.go
- dmi_callbacks.go
- drift.go
- drift_callbacks.go
- emv.go
- emv_callbacks.go
- ewma.go
- ewma_callbacks.go
- fisher.go
- fishertransform_callbacks.go
- ghfilter.go
- ghfilter_callbacks.go
- gma.go
- gma_callbacks.go
- hull.go
- hull_callbacks.go
- interface.go
- kalmanfilter.go
- kalmanfilter_callbacks.go
- line.go
- low.go
- low_callbacks.go
- macd.go
- macd_callbacks.go
- mapper.go
- obv.go
- obv_callbacks.go
- pivot.go
- pivot_callbacks.go
- pivothigh.go
- pivothigh_callbacks.go
- pivotlow.go
- pivotlow_callbacks.go
- rma.go
- rma_callbacks.go
- rsi.go
- rsi_callbacks.go
- sma.go
- sma_callbacks.go
- ssf.go
- ssf_callbacks.go
- stddev.go
- stddev_callbacks.go
- stoch.go
- stoch_callbacks.go
- supertrend.go
- supertrend_callbacks.go
- tema.go
- tema_callbacks.go
- till.go
- till_callbacks.go
- tma.go
- tma_callbacks.go
- util.go
- vidya.go
- vidya_callbacks.go
- volatility.go
- volatility_callbacks.go
- vwap.go
- vwap_callbacks.go
- vwma.go
- vwma_callbacks.go
- wdrift.go
- weighteddrift_callbacks.go
- wwma.go
- wwma_callbacks.go
- zlema.go
- zlema_callbacks.go